+5,497.9%
AMD vs CLS
+3,265.4%
+2,232.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.3% |
| 7D | +2.6% | +4.6% | -2.0% | +0.1% |
| 30D | -0.9% | -13.9% | +13.0% | +4.1% |
| 3M | -8.7% | -26.6% | +17.8% | +2.5% |
| 6M | +136.3% | +15.4% | +120.9% | +112.0% |
| YTD | +123.0% | +5.7% | +117.3% | +105.3% |
| 1Y | +195.2% | +41.1% | +154.1% | +132.9% |
| 3Y | +336.3% | +1,228.6% | -892.2% | +10.6% |
| 5Y | +334.5% | +3,240.6% | -2,906.2% | -29.0% |
| 10Y | +6,259.1% | +2,760.3% | +3,498.8% | +869.5% |
| All | +5,497.9% | +3,265.4% | +2,232.5% | +416.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling